Reporting Period | Quarterly Simulated Performance | Quarterly Hit Rate | Annual Simulated Performance | Annual Hit Rate | Annual Simulated Performance Decile | Annual Simulated Performance Hedge Funds Decile | Annual Simulated Performance Quant Decile | Annual Simulated Performance Fundamental Decile |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2019 | -34.96 % | - | 10.22 % | 0.55 | ||||
March 31, 2020 | 36.96 % | 1.00 | 70.55 % | 1.00 | ||||
June 30, 2020 | 5.13 % | 0.60 | 29.24 % | 0.93 | ||||
Sept. 30, 2020 | 20.69 % | 0.90 | 21.92 % | 0.80 | ||||
Dec. 31, 2020 | 0.31 % | 0.29 | 11.99 % | 0.64 | ||||
March 31, 2021 | 7.33 % | 0.80 | 15.05 % | 0.60 | ||||
June 30, 2021 | 5.09 % | 0.47 | -28.28 % | 0.13 | ||||
Sept. 30, 2021 | -2.18 % | 0.43 | -40.48 % | 0.07 | ||||
Dec. 31, 2021 | -6.31 % | 0.29 | -36.70 % | - | ||||
March 31, 2022 | -31.26 % | 0.06 | -21.50 % | 0.13 | ||||
June 30, 2022 | -2.92 % | 0.21 | 29.42 % | 0.71 | ||||
Sept. 30, 2022 | -0.89 % | 0.67 | 32.91 % | 0.80 | ||||
Dec. 31, 2022 | 17.14 % | 0.93 | 46.79 % | 0.85 | ||||
March 31, 2023 | 11.31 % | 0.75 | 33.98 % | 0.79 | ||||
June 30, 2023 | 2.93 % | 0.55 | 21.88 % | 0.67 | ||||
Sept. 30, 2023 | 14.13 % | 0.83 | 38.89 % | 0.89 |